Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.1259	6.69
$α$	0.2118	6.49
$β$	0.6752	12.41
$γ_{1}$	0.0662	3.01
$γ_{2}$	-0.1083	-2.94
$γ_{3}$	0.0541	1.77
$γ_{4}$	-0.0234	-1.05
$γ_{5}$	0.0581	3.60
$γ_{6}$	-0.0870	-4.00
$γ_{7}$	0.0545	1.54

V-Lab

Morozoff Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:16.37% (-0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Morozoff Ltd Analyses